Results 211 to 220 of about 222,299 (265)

Spatial continuity of neurons explains non-random network architecture. [PDF]

open access: yesiScience
Reimann MW   +3 more
europepmc   +1 more source

Decomposition methods in stochastic programming

Mathematical Programming, 1997
Stochastic programming problems have very large dimension and characteristic structures which are tractable by decomposition. We review basic ideas of cutting plane methods, augmented Lagrangian and splitting methods, and stochastic decomposition methods for convex polyhedral multi-stage stochastic programming problems..
Andrzej Ruszczynski   +1 more
exaly   +4 more sources

A Stochastic Approximation Method

IEEE Transactions on Systems, Man, and Cybernetics, 1971
A new algorithm for stochastic approximation has been proposed, along with the assumptions and conditions necessary for convergence. It has been proved by two different methods that the algorithm converges to the sought value in the mean-square sense and with probability one.
Naresh K. Sinha, Michael P. Griscik
openaire   +1 more source

Comments on "A Stochastic Approximation Method"

IEEE Transactions on Systems, Man, and Cybernetics, 1972
The results stated in the above paper1 concerning an approved stochastic approximation method are considered. Formulas for the variances of the estimates are derived, and it is found that, in fact, the new algorithm is inferior to previously suggested ones.
Michael A. Budin, Naresh K. Sinha
openaire   +2 more sources

Stochastic Methods

2020
It is clear from the previous chapters of this book that both fault-injection techniques and analytical approaches for cross-layer reliability analysis have both positive and negative aspects that must be carefully analyzed whenever choosing the best approach to evaluate the reliability of a computing system, and none of them alone represents an ...
Alessandro Savino   +2 more
openaire   +3 more sources

Combining the Stochastic Counterpart and Stochastic Approximation Methods

Discrete Event Dynamic Systems, 1997
Let \(\ell(v, \theta)=E_v\{L(Y,\theta)\}\) be the expected performance of a discrete event system (DES), where \(L\) is the sample performance driven by an input vector \(Y\) with a probability density function \(f(y, v)\) and \(\theta\) is a parameter of the sample performance.
Jean-Pierre Dussault   +3 more
openaire   +2 more sources

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